A friend sefstrat loaned me a bunch of his handy work, the "d9" series of indicators. Great stuff. He is on the forum so say :hello: to him.
In with some great stuff that I don't understand (remember, I suck at math), is the Unscented Kalman Filter. It's very similar to the Jurik JMA. There is also an Exponential LinReg Slope, which is quite fantastic actually.
I've been toying with the UKF a bit, not wanting to alter my charts much but just make small tiny tweaks if possible. I've already been using the LinReg Slope for a while now.
I've customized my TrendBars code to add a "caution" color (blue is up, red is down, yellow is caution). The caution color is based on whether or not the UKF is rising or falling, and if price is above or below that filter, and would otherwise be painted the "wrong" color (ie: blue color below a falling UKF). The length of the UKF is the same as the Smoothing length of TrendBars2. You should note that I have a separate UKF on the 4 range chart that is not the same length, it is being painted by DoubleMA just so it colors the plots, I am not using a second MA.
Another customization of TrendBars is it has a fixed-stop built-in (in ticks) in which anything beyond that will force a trend reset. I find this useful.
So far the results are quite impressive. If you guys have interest, I'll package up the stuff and post it here in the VIP section. I've not updated my TrendBars in a while so it's not using the most recent SuperTrend flavor anymore, which means it doesn't work in strategies.
I'm not sharing this publicly because I don't want to support a large audience with some of my custom stuff. Here are all the exact settings I am using.